Share price$14.23
1D-1.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:02:48.305Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T21:24:36.843231995Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:02:46.092785+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.11 | 96.8% | 36.8% | 13.17 | 34.6% | 8.6% |
| 25Δ | 17.05 | 63.7% | 21.8% | 13.38 | 33.8% | 7.5% |
| 30Δ | 15.00 | 30.9% | 7.0% | 13.59 | 33.0% | 6.4% |
| 35Δ | 14.84 | 30.2% | 6.3% | 13.80 | 32.3% | 5.3% |
| 40Δ | 14.68 | 29.6% | 5.5% | 14.01 | 31.6% | 4.2% |
| 45Δ | 14.52 | 28.9% | 4.8% | 14.18 | 31.8% | 3.7% |
| 50Δ | 14.37 | 28.3% | 4.1% | 14.36 | 32.0% | 3.3% |
| 55Δ | 14.21 | 27.6% | 3.4% | 14.53 | 32.2% | 2.8% |
| 60Δ | 14.05 | 27.0% | 2.7% | 14.70 | 32.4% | 2.3% |
| 65Δ | 13.80 | 30.3% | 2.3% | 14.87 | 32.6% | 1.8% |
| 70Δ | 13.51 | 35.6% | 2.2% | 15.06 | 32.7% | 1.4% |
| 75Δ | 13.22 | 40.8% | 2.0% | 15.29 | 32.1% | 1.0% |
| 80Δ | 12.78 | 47.8% | 1.8% | 15.52 | 31.5% | 0.7% |
No recorded observations